If your going to steal an egg, be prepared to lose a bird or a few. Also be prepared to die or at the least get stuck at the bottom of the cavern and hoping to die. It's not fun but once you finally find an egg (which are too darn rare for the risk you take to get down there) then you feel like everything is worth it. Except the fact you can't breed them. But hey if you could there'd be to much unlimited power.
I got a level 150 lightning egg and I was so excited to hatch the egg...that when I went to put the egg down I accidentally ate it instead. :( ps4 users: R2 ISN'T GONNA DROP THE EGG YOU'RE GONNA EAT IT LIKE ANY OTHER EGG. REMEMBER THIS. LOGIC BEFORE EXCITMENT.